Hawkes model specification for limit order books

Matthias Kirchner and Silvan Vetter

Year of publication:	2022
Authors:	Kirchner, Matthias ; Vetter, Silvan
Subject:	Hawkes graph \| Hawkes process \| limit-order book model \| MLE \| nonparametric estimation \| Wertpapierhandel \| Securities trading \| Theorie \| Theory \| Börsenkurs \| Share price \| Marktmikrostruktur \| Market microstructure \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Geld-Brief-Spanne \| Bid-ask spread

Online Resource

Check full text access |

More access options

doi.org

www.tandfonline.com

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013373306

A service of the